/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.calculator.libormarket; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionPhysicalFixedIbor; import com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionPhysicalFixedIborLMMDDMethod; import com.opengamma.analytics.financial.provider.description.interestrate.LiborMarketModelDisplacedDiffusionProviderInterface; import com.opengamma.util.money.MultipleCurrencyAmount; /** * Calculator of the present value as a multiple currency amount. */ public final class PresentValueLMMDDCalculator extends InstrumentDerivativeVisitorAdapter<LiborMarketModelDisplacedDiffusionProviderInterface, MultipleCurrencyAmount> { /** * The unique instance of the calculator. */ private static final PresentValueLMMDDCalculator INSTANCE = new PresentValueLMMDDCalculator(); /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueLMMDDCalculator getInstance() { return INSTANCE; } /** * Constructor. */ private PresentValueLMMDDCalculator() { } /** * Pricing methods. */ private static final SwaptionPhysicalFixedIborLMMDDMethod METHOD_SWT_PHYS = SwaptionPhysicalFixedIborLMMDDMethod.getInstance(); // ----- Swaption ------ @Override public MultipleCurrencyAmount visitSwaptionPhysicalFixedIbor(final SwaptionPhysicalFixedIbor swaption, final LiborMarketModelDisplacedDiffusionProviderInterface lmm) { return METHOD_SWT_PHYS.presentValue(swaption, lmm); } }